May I add a subwoofer to stereo system?

Did anyone set up one or two subs to a stereo system? How it sounded? I am looking to add one or two subs to my strereo system but don't know there is any improvement. Please help.
My stereo system consist:
Speaker: Mezzo Utopia
Amps: Audio Research VT-150SE Mono
Preamp: Conrad Johnson 16LS
CD: will buy MF Tri-Vista SACD
Speaker cable: Kimber select 3038
Interconnects: Nordost Quattro Fils.
Thanks so lot in advance.
You certainly may, and please be my guest to do so;) Your Mezzo Utopias already go pretty low, so you will need to be sure not to go too far with the subwoofers. I've had excellent results with the REL Storm subwoofers in music systems. The Linn Sizmik is also good with music. For best results, place the sub(s) between the speakers. Do not put them in the corners where surround sound subs are placed, or soundstaging/imaging will be compromised. By the way, I received my Tri-Vista about three weeks ago, and it is an incredible player. Absolutely upgrade to it!
REL Storm is great so is vandersteen 2QW ($750 used).But use multiple small drivers instead of one large one.This means they are fast and can keep up with music dsemands whereas with HT a single big driver gives the desired "Boom in the Room" which often is fast or pitch accurate enough for a high quality music system.Also the Vandersteen has a crossover design which you don't use RCA cables as the input as the X-over design uses the speaker wire inputs/outputs as the X-design is made to respond to the whole waveform not just what is low passed.I think the REL is better sounding but the Vandy id the Audiophile budget champ and you'd be very happy with it.
I really like my Boston Acoustics PV-1000 high-power, small sub for HT, but just wouldn't bother in my ref 2ch system.
Suba are a pain to integrate perfectly for great music.
For HT and more casual background FM, as in my case for example, they fill that need beautifully if you get a quick one. The RELs, Velodyne HGS, Boston PV1000, Monitor Audio, Spendor are all quick and clean. Good luck.
Yes, you may add a subwoofer to a stereo system.
I've had three friends who recently added powered subwoofers to (1) inexpensive Mordaunt Short small speakers, (2) Dunlavy SC-1s and (3) Martin Logan Prodigy's. In each case there was a fair amount of work necessary to properly integrate the sub into the system, but the end result was very satisfying to each of them, the most noticable thing for them all being a much better reproduction of the space in a recording, even on material without a large amount of low-bass content. I was particularly surprised about the Martin Logans, which go quite low in their own right, being improved but they were, which leads me to believe that your JM Labs could be helped, even though they go pretty deep in the bass, particularly if you listen to large scale classical music. I would not advise doing it unless your room is able to handle low bass (I'd think more than twice if I had a small room, for example) and you're ready to spend the time and money necessary to integrate the unit, which is not easy. Your speakers are very good ones (as is the rest of your system!), and you would want to use a sub which would be able to match them in terms of speed and quality of bass reproduction or else your gains in bass extension could be outweighed by muddiness in the whole bass region (REL is probably a good choice--that's what my friend with the Logans uses). A sub with a phase control adjustment mechanism, preferably incremental as opposed to just in and out of phase, would also be useful in order to give you the best flexibility for room placement and lower to mid-bass integration. Finally, if you do get a sub, don't fall into the trap of making it too loud, as all of these three folks did initially; you should really not notice it when it's working and set up properly. Good luck!
If you listen to any live music recorded in a large venue then I think you'll love the scale and depth that a good sub adds. My Sub (a rel strata) also adds considerably to 70% of my studio albums, but the live recordings are where it really knocks your socks off and makes you feel like you're really there.
I'd start with a single powered sub (such as REL, ACI or Vandersteen) and place between the main speakers, and slightly out into the room, so as to give good room loading, and minimal directionality to the bass.
Many (myself included) believe that stereo subs work better (beyond the obvious reasons)than a single sub.